+37.8%
SWKS vs FDS
+126.6%
-88.7%
-72.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FDS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | -3.1% | -2.0% | -1.2% | -2.5% |
| 30D | +8.3% | +13.5% | -5.2% | +2.1% |
| 3M | +20.2% | +15.2% | +5.1% | +10.8% |
| 6M | +24.9% | +47.0% | -22.1% | -1.3% |
| YTD | +33.2% | +13.9% | +19.3% | +18.2% |
| 1Y | +23.6% | +25.2% | -1.6% | +2.8% |
| 3Y | +1.3% | -25.3% | +26.6% | +13.6% |
| 5Y | -40.6% | -23.3% | -17.3% | -35.7% |
| All | +37.8% | +126.6% | -88.7% | -23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FDS.
Daily Out/Under-Performance
Portfolio return minus FDS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FDS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded FDS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling